Bug fixes.

Code optimizations. Added deviation tracking to OANDA PlaceOrder. Provides grid trading functionality to TradingView indicators/strategies. Version update. Changes to be committed: modified: Base/Conditional.oanda modified: Base/JackrabbitLocker modified: Base/JackrabbitOliverTwist modified: Base/JackrabbitRelay modified: Base/Library/JRRoanda.py modified: Base/Library/JackrabbitRelay.py modified: Base/OANDA-PlaceOrder modified: Extras/CodeProofs/oandaOpenTrades
rapmd73 · Oct 24, 2023 · 6c2682d · 6c2682d
1 parent a335cbc
commit 6c2682d
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Showing 8 changed files with 66 additions and 11 deletions.
diff --git a/Base/Conditional.oanda b/Base/Conditional.oanda
@@ -75,7 +75,7 @@ def GetOrderID(res):
 
 # Calculate Price
 
-def CalculatePriceExit(order,ts,dir,price):
+def CalculatePriceExit(order,ts,dir,price,onePip):
     # Figure out TakeProfit or Stoploss
     if ts=='TakeProfit':
         if '%' in order[ts]:
@@ -86,9 +86,9 @@ def CalculatePriceExit(order,ts,dir,price):
         # Pips
         elif 'p' in order[ts].lower():
             if dir=='long':
-                val=price+(float(order[ts].lower().replace('p','').strip())*0.0001)
+                val=price+(float(order[ts].lower().replace('p','').strip())*onePip)
             else:
-                val=price-(float(order[ts].lower().replace('p','').strip())*0.0001)
+                val=price-(float(order[ts].lower().replace('p','').strip())*onePip)
         else:
             val=float(order[ts])
     elif ts=='StopLoss':
@@ -100,9 +100,9 @@ def CalculatePriceExit(order,ts,dir,price):
         # Pips
         elif 'p' in order[ts].lower():
             if dir=='long':
-                val=price-(float(order[ts].lower().replace('p','').strip())*0.0001)
+                val=price-(float(order[ts].lower().replace('p','').strip())*onePip)
             else:
-                val=price+(float(order[ts].lower().replace('p','').strip())*0.0001)
+                val=price+(float(order[ts].lower().replace('p','').strip())*onePip)
         else:
             val=float(order[ts])
 
@@ -199,11 +199,11 @@ def main():
             if 'TakeProfit' not in relay.Order:
                 relay.Order['TakeProfit']='10p'
             # Calculate Take Profit
-            tp=round(CalculatePriceExit(relay.Order,'TakeProfit',dir,price),5)
+            tp=round(CalculatePriceExit(relay.Order,'TakeProfit',dir,price,relay.Broker.onePip),5)
 
             # Figure out StopLoss, if there is one
             if 'StopLoss' in relay.Order:
-                sl=round(CalculatePriceExit(relay.Order,'StopLoss',dir,price),5)
+                sl=round(CalculatePriceExit(relay.Order,'StopLoss',dir,price,relay.Broker.onePip),5)
 
             # find trade open time
             parts=orderDetail[0]['time'].split('.')

diff --git a/Base/JackrabbitLocker b/Base/JackrabbitLocker
@@ -28,7 +28,7 @@ import json
 
 import JRRsupport
 
-Version="0.0.0.1.455"
+Version="0.0.0.1.460"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 ConfigDirectory='/home/JackrabbitRelay2/Config'
 LogDirectory="/home/JackrabbitRelay2/Logs"

diff --git a/Base/JackrabbitOliverTwist b/Base/JackrabbitOliverTwist
@@ -38,7 +38,7 @@ import subprocess
 import JRRsupport
 import JackrabbitRelay as JRR
 
-Version="0.0.0.1.455"
+Version="0.0.0.1.460"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 DataDirectory='/home/JackrabbitRelay2/Data'
 ConfigDirectory='/home/JackrabbitRelay2/Config'

diff --git a/Base/JackrabbitRelay b/Base/JackrabbitRelay
@@ -16,7 +16,7 @@ import json
 
 import JRRsupport
 
-Version="0.0.0.1.455"
+Version="0.0.0.1.460"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 ConfigDirectory='/home/JackrabbitRelay2/Config'
 LogDirectory="/home/JackrabbitRelay2/Logs"

diff --git a/Base/Library/JRRoanda.py b/Base/Library/JRRoanda.py
@@ -68,6 +68,18 @@ def __init__(self,Exchange,Config,Active,DataDirectory=None):
         self.Currency=None
         self.Markets=self.GetMarkets()
 
+        self.onePip=None
+
+    # Set the value of one pip
+
+    def SetPipValue(self,asset):
+        # Value needed to calculate 1 pip for this pair
+        if self.onePip==None:
+            if abs(float(self.Markets[asset.replace('_','/')]['pipLocation']))==2:
+                self.onePip=0.01
+            else:
+                self.onePip=0.0001
+
     # Handle the retry functionality and send the request to the broker.
 
     def API(self,function,**kwargs):
@@ -169,6 +181,7 @@ def GetPositions(self,**kwargs):
             for pos in self.Results['positions']:
                 asset=pos['instrument'].replace('_','/')
                 if symbol==asset:
+                    self.SetPipValue(symbol)
                     if 'averagePrice' in pos['long']:
                         units=int(pos['long']['units'])
                         position=float(pos['long']['averagePrice'])*units
@@ -189,6 +202,7 @@ def GetOHLCV(self,**kwargs):
         limit=str(kwargs.get('limit'))
         params={"granularity":timeframe.upper(), "count":limit }
         candles=[]
+        self.SetPipValue(symbol)
 
         res=v20Instruments.InstrumentsCandles(instrument=symbol,params=params)
         self.Results=self.API("GetOHLCV",request=res)
@@ -208,6 +222,7 @@ def GetOHLCV(self,**kwargs):
     def GetTicker(self,**kwargs):
         symbol=kwargs.get('symbol').replace('/','_')
         params={"instruments":symbol }
+        self.SetPipValue(symbol)
 
         res=v20Pricing.PricingInfo(accountID=self.AccountID,params=params)
         self.Results=self.API("GetTicker",request=res)
@@ -230,6 +245,7 @@ def GetTicker(self,**kwargs):
 
     def GetOrderBook(self,**kwargs):
         symbol=kwargs.get('symbol').replace('/','_')
+        self.SetPipValue(symbol)
 
         req=v20Instruments.InstrumentsOrderBook(instrument=symbol,params={})
         self.Results=self.API("GetOrderBook",request=req,noError=True)
@@ -255,6 +271,7 @@ def GetOpenOrders(self,**kwargs):
                 if symbol==order['instrument']:
                     oList.append(order)
 
+        self.SetPipValue(symbol)
         return oList
 
     # As references in GetPosition, a position may consist of one or more actual
@@ -263,6 +280,7 @@ def GetOpenOrders(self,**kwargs):
     def GetOpenTrades(self,**kwargs):
         symbol=kwargs.get('symbol').replace('/','_')
         params={"instrument":symbol }
+        self.SetPipValue(symbol)
 
         req=v20Trades.TradesList(accountID=self.AccountID,params=params)
         self.Results=self.API("GetOpenTrades",request=req)
@@ -420,6 +438,7 @@ def PlaceOrder(self,**kwargs):
 
     def GetMinimum(self,**kwargs):
         symbol=kwargs.get('symbol')
+        self.SetPipValue(symbol)
 
         minimum=1
         mincost=self.GetTicker(symbol=symbol)['Ask']

diff --git a/Base/Library/JackrabbitRelay.py b/Base/Library/JackrabbitRelay.py
@@ -104,7 +104,7 @@ def Success(self,f,s):
 class JackrabbitRelay:
     def __init__(self,framework=None,payload=None,exchange=None,account=None,asset=None,secondary=None,NoIdentityVerification=False,Usage=None):
         # All the default locations
-        self.Version="0.0.0.1.455"
+        self.Version="0.0.0.1.460"
         self.NOhtml='<html><title>NO!</title><body style="background-color:#ffff00;display:flex;weight:100vw;height:100vh;align-items:center;justify-content:center"><h1 style="color:#ff0000;font-weight:1000;font-size:10rem">NO!</h1></body></html>'
         self.BaseDirectory='/home/JackrabbitRelay2/Base'
         self.ConfigDirectory='/home/JackrabbitRelay2/Config'

diff --git a/Base/OANDA-PlaceOrder b/Base/OANDA-PlaceOrder
@@ -94,6 +94,33 @@ def GetTicket(relay,asset,tid,amount):
 
     return amount
 
+# We don't want any order "over-stacking", unless Clustering is set to yes, so we
+# verify that an order isn't within range of anothwer order. Its a lazy way of
+# creating an "unbounded" grid.
+
+def AlreadyBought(relay,asset,price,pipDistance):
+    openTrades=relay.GetOpenTrades(symbol=asset)
+    roundedPrice=round(price,5)
+    for trade in openTrades:
+        buyPrice=round(float(trade['price']),5)
+        if roundedPrice>=(buyPrice-pipDistance) and roundedPrice<=(buyPrice+pipDistance):
+            return True
+    return False
+
+# Convert a percebtage of pips to a number
+
+def ConvertPctPips2Value(relay,str):
+    # Percentage
+    if '%' in str:
+        val=float(str.replace('%','').strip())/100
+        # Pips
+    elif 'p' in str.lower():
+        val=float(str.lower().replace('p','').strip())*relay.Broker.onePip
+    else:
+        val=float(str)
+
+    return val
+
 ###
 ### Main code base. Place order on exchange
 ###
@@ -213,6 +240,14 @@ def main():
             else:
                 amount=-minimum
 
+    # Check if this payload has a deviation. If so, validate it.
+    # AlreadyBought(relay,asset,price,pipDistance)
+
+    if 'Deviation' in relay.Order:
+        devPips=ConvertPctPips2Value(relay,relay.Order['Deviation'])
+        if AlreadyBought(relay,relay.Order['Asset'],ticker['Bid'],devPips):
+            relay.JRLog.Error("Deviation", f"{relay.Order['Deviation']}: Required condition not met")
+
     # Check and manage FIFO rule
     if 'EnforceFIFO' in relay.Active or 'EnforceFIFO' in relay.Order:
         if 'Step' in relay.Order:

diff --git a/Extras/CodeProofs/oandaOpenTrades b/Extras/CodeProofs/oandaOpenTrades
@@ -27,6 +27,7 @@ oo=relay.GetOpenTrades(symbol=asset)
 
 tpnl=0
 for o in oo:
+    print(o)
     iu=int(o['currentUnits'])
     price=float(o['price'])
     upl=float(o['unrealizedPL'])